Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250125.6842 | 214972.7645 | 35152.9197 | 106319.9749 | 72367.2974 | 33952.6775 |
Total P&L (%) | 250.1257 | 214.9728 | 35.1529 | 106.32 | 72.3673 | 33.9527 |
Avg Daily Profit (%) | 0.2401 | 0.2064 | 0.0337 | 0.0696 | 0.0523 | 0.0281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74089 | -78092 | -9181 | -130952 | -132707 | -21230 |
Profit Factor | 1.6832 | 1.6873 | 1.6593 | 1.2008 | 1.1622 | 1.4077 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 61 | 21 | 40 | 61 | 21 | 40 |
Losing Trades | 80 | 49 | 31 | 80 | 49 | 31 |
Profitability (%) | 43.2624 | 30 | 56.338 | 43.2624 | 30 | 56.338 |
Ratio Avg Win / Avg Loss | 2.2075 | 3.9369 | 1.286 | 1.5748 | 2.7118 | 1.091 |
Largest Winning Trade | 220096 | 220096 | 7012 | 179236 | 179236 | 8587 |
Largest Losing Trade | -21549 | -21549 | -9181 | -49133 | -49133 | -15517 |
Avg Bars in Trades | 169 | 334 | 7 | 169 | 334 | 7 |
Avg Bars in Winners | 186 | 529 | 6 | 186 | 529 | 6 |
Avg Bars in Losers | 156 | 251 | 7 | 156 | 251 | 7 |
Bars Traded | 23940 | 23440 | 500 | 23940 | 23440 | 500 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320616 | -91363 | -234011 | -101723 | -266349 | -242981 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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